Components
If you are using the UI you can add a Recaptcha only to the entire checkout form, and that usually is not what you want. Fortunately, adding a Recaptcha to a certain step is easy:
use Drupal\Core\Form\FormStateInterface;
function MY_MODULE_form_alter(&$form, FormStateInterface $form_state, $form_id) {
if ($form_id == 'commerce_checkout_flow_multistep_default' && $form['#step_id'] == 'order_information') {
$form['captcha'] = [
'#type' => 'captcha',
'#captcha_type' => 'recaptcha/reCAPTCHA',
];
}
}